Electronic Resource
Bingley
:
Emerald
Kybernetes
33 (2004), S. 1009-1015
ISSN:
0368-492X
Source:
Emerald Fulltext Archive Database 1994-2005
Topics:
Computer Science
Notes:
A technique, called forecast entropy, is proposed to measure the difficulty of forecasting data from an observed time series. When the series is chaotic, this technique can also determine the delay and embedding dimension used in reconstructing an attractor. An ideal random system is defined. An observed time series from the Lorenz system is used to show the results.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1108/03684920410534056
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